+298.4%
WMB vs IFF
-20.3%
+318.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -1.0% | -3.2% | +2.1% | -0.3% |
| 30D | -0.4% | -0.3% | -0.1% | -0.4% |
| 3M | +3.2% | +8.4% | -5.2% | +0.7% |
| 6M | +0.1% | +23.0% | -23.0% | -6.6% |
| YTD | +23.9% | +25.5% | -1.6% | +14.5% |
| 1Y | +27.6% | +29.1% | -1.5% | +16.6% |
| 3Y | +141.9% | +31.7% | +110.3% | +112.3% |
| 5Y | +273.8% | -35.2% | +309.0% | +304.2% |
| All | +298.4% | -20.3% | +318.7% | +286.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling